- Ito formula
- формула f Ито
English-Russian Dictionary on Probability, Statistics, and Combinatorics. — Philadelphia and Moscow. Society for Industrial and Applied Mathematics and TVP Science Publishers. K. A. Borovkov. 1994.
Ito formula
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Itō calculus — Itō calculus, named after Kiyoshi Itō, extends the methods of calculus to stochastic processes such as Brownian motion (Wiener process). It has important applications in mathematical finance and stochastic differential equations.The central… … Wikipedia
Itō diffusion — In mathematics mdash; specifically, in stochastic analysis mdash; an Itō diffusion is a solution to a specific type of stochastic differential equation. Itō diffusions are named after the Japanese mathematician Kiyoshi Itō.OverviewA (time… … Wikipedia
Itō's lemma — In mathematics, Itō s lemma is used in Itō stochastic calculus to find the differential of a function of a particular type of stochastic process. It is the stochastic calculus counterpart of the chain rule in ordinary calculus and is best… … Wikipedia
Fórmula de Tanaka — En el cálculo estocástico, la fórmula de Tanaka afirma que: donde Bt es el movimiento browniano estándar, sgn es la función signo y Lt es su tiempo local en 0 (el tiempo local empleado por B en 0 antes del tiempo t) dado por el límite L2 … Wikipedia Español
Formula One — F1 redirects here. For other uses, see F1 (disambiguation). For other uses, see Formula One (disambiguation). Formula One Category Single seater Country or region Worldwide … Wikipedia
Daisuke Itō (driver) — Daisuke Itō Nationality Japanese Born November 5, 1975 (1975 11 05) (age 36) Mie 2011 Super GT Debut season 2000 (GT500) … Wikipedia
Feynman-Kac formula — The Feynman Kac formula, named after Richard Feynman and Mark Kac, establishes a link between partial differential equations (PDEs) and stochastic processes. It offers a method of solving certain PDEs by simulating random paths of a stochastic… … Wikipedia
Dynkin's formula — In mathematics mdash; specifically, in stochastic analysis mdash; Dynkin s formula is a theorem giving the expected value of any suitably smooth statistic of an Itō diffusion at a stopping time. It is named after the Russian mathematician Eugene… … Wikipedia
Tanaka's formula — In the stochastic calculus, Tanaka s formula states that:|B t| = int 0^t sgn(B s) dB s + L twhere B t is the standard Brownian motion, sgn denotes the sign function:sgn (x) = egin{cases} +1, x geq 0; 1, x < 0. end{cases}and L t is its local time … Wikipedia
Future GPX Cyber Formula — 新世紀GPXサイバーフォーミュラ (Future Grand Prix Cyber Formula) Genre Drama, Science fiction, Sports (Auto racing) TV anime Directed … Wikipedia
Future GPX Cyber Formula — 新世紀GPXサイバーフォーミュラ (Future Grand Prix Cyber Formula) Genre Compétition automobile Anime japonais Réalisateur Mitsuo Fukuda Studio d’animation Sunrise … Wikipédia en Français
